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Issue No.10 - October (2005 vol.38)
pp: 70-77
Monk-Ping Leong , Cluster Technology Ltd.
Chi-Chiu Cheung , Cluster Technology Ltd.
Chin-Wang Cheung , Cluster Technology Ltd.
Polly P.M. Wan , Cluster Technology Ltd.
Ivan K.H. Leung , Cluster Technology Ltd.
Winnie M.M. Yeung , Cluster Technology Ltd.
Wing-Seung Yuen , Cluster Technology Ltd.
Kenneth S.K. Chow , Cluster Technology Ltd.
Kwong-Sak Leung , The Chinese University of Hong Kong
Philip H.W. Leong , The Chinese University of Hong Kong
ABSTRACT
The Clustertech parallel environment is an object-oriented C++ library that uses abstractions to simplify parallel programming for financial engineering applications. The message passing interface ensures CPE?s portability and performance over a wide range of parallel cluster and symmetric multiprocessing machines.
INDEX TERMS
Clustertech parallel environment, Financial engineering, Parallel computing, CPE architecture, Monte Carlo simulation, Finite-difference calculation
CITATION
Monk-Ping Leong, Chi-Chiu Cheung, Chin-Wang Cheung, Polly P.M. Wan, Ivan K.H. Leung, Winnie M.M. Yeung, Wing-Seung Yuen, Kenneth S.K. Chow, Kwong-Sak Leung, Philip H.W. Leong, "CPE: A Parallel Library for Financial Engineering Applications", Computer, vol.38, no. 10, pp. 70-77, October 2005, doi:10.1109/MC.2005.337
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